Vallibel One Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, May 20th, 2026
1 Day
3,719.05
increased by 1,874.53
1 Week
2,103.31
increased by 258.79
1 Month
1,976.35
increased by 131.83
Analysis last updated: Wednesday, May 20, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.32 | |
| 0.0792 | 4.84 | |
| 0.8942 | 143.35 | |
| 0.0531 | 3.05 |
Estimation Period:
Jul 12, 2011 to May 15, 2026
Jul 12, 2011 to May 15, 2026
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